现阶段中国个人投资者投资组合优化地研究.pdf

现阶段中国个人投资者投资组合优化研究 Abstract AsChineseeconomic residents’income rapid development，Personal to investment continuedimprove，the desireofthemis moreand growing more investors market strongly．For including individuals，capital and had the establishmentdevelopment of and providedplacestoringadding wealthvalue．Onthe them investorswillbenefitfrom whole，individual the ofthe tal inthemwealth developmentcapimarkets，gaining through investment ofChina’S marketis products．Thehistory capital notalong not forthe ofthe individual time，beingripe developmentmarket，and investors’investmentstatusisnot aseriesof yetsatisfactory，SO about choiceand are to problems portfolio optimizationbrought individualinvestors． Markowitzin1952 published“Portfolio mathematicaloflinear tothe firstly system applied progr锄ing securities the andriskof portfolioproblems，andanalyzedyield investmentbesidesnumerical between he relationshipthem，thereby establishedthebasicframeworkofmean—variancelaidthe